Files
Miha Kralj 26280ce80b Add Choppiness Index (CHOP) implementation and tests
- Implemented ChopIndicator for Quantower with configurable period and cold value display.
- Created Chop class for calculating the Choppiness Index with detailed documentation.
- Added comprehensive unit tests for Chop functionality, covering various market conditions and edge cases.
- Developed markdown documentation for CHOP, detailing its historical context, mathematical foundation, and usage examples.
- Established a remediation plan for channel indicators documentation, identifying gaps and prioritizing updates.
2026-02-05 19:42:49 -08:00

76 lines
2.9 KiB
C#

using System.Drawing;
using System.Runtime.CompilerServices;
using TradingPlatform.BusinessLayer;
namespace QuanTAlib;
[SkipLocalsInit]
public sealed class AlligatorIndicator : Indicator, IWatchlistIndicator
{
[InputParameter("Jaw Period", sortIndex: 1, 1, 100, 1, 0)]
public int JawPeriod { get; set; } = 13;
[InputParameter("Jaw Offset", sortIndex: 2, 0, 50, 1, 0)]
public int JawOffset { get; set; } = 8;
[InputParameter("Teeth Period", sortIndex: 3, 1, 100, 1, 0)]
public int TeethPeriod { get; set; } = 8;
[InputParameter("Teeth Offset", sortIndex: 4, 0, 50, 1, 0)]
public int TeethOffset { get; set; } = 5;
[InputParameter("Lips Period", sortIndex: 5, 1, 100, 1, 0)]
public int LipsPeriod { get; set; } = 5;
[InputParameter("Lips Offset", sortIndex: 6, 0, 50, 1, 0)]
public int LipsOffset { get; set; } = 3;
[InputParameter("Show cold values", sortIndex: 21)]
public bool ShowColdValues { get; set; } = true;
private Alligator _alligator = null!;
private readonly LineSeries _jawSeries;
private readonly LineSeries _teethSeries;
private readonly LineSeries _lipsSeries;
public static int MinHistoryDepths => 0;
int IWatchlistIndicator.MinHistoryDepths => MinHistoryDepths;
public override string ShortName => $"Alligator ({JawPeriod},{TeethPeriod},{LipsPeriod})";
public override string SourceCodeLink => "https://github.com/mihakralj/QuanTAlib/blob/main/lib/dynamics/alligator/Alligator.Quantower.cs";
public AlligatorIndicator()
{
OnBackGround = true;
SeparateWindow = false; // Overlay on price chart
Name = "Alligator";
Description = "Williams Alligator - Three smoothed moving averages for trend identification";
_jawSeries = new LineSeries(name: "Jaw", color: Color.Blue, width: 2, style: LineStyle.Solid);
_teethSeries = new LineSeries(name: "Teeth", color: Color.Red, width: 1, style: LineStyle.Solid);
_lipsSeries = new LineSeries(name: "Lips", color: Color.Green, width: 1, style: LineStyle.Solid);
AddLineSeries(_jawSeries);
AddLineSeries(_teethSeries);
AddLineSeries(_lipsSeries);
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnInit()
{
_alligator = new Alligator(JawPeriod, JawOffset, TeethPeriod, TeethOffset, LipsPeriod, LipsOffset);
base.OnInit();
}
[MethodImpl(MethodImplOptions.AggressiveInlining)]
protected override void OnUpdate(UpdateArgs args)
{
_alligator.Update(this.GetInputBar(args), args.IsNewBar());
// Set values with offsets applied (Quantower handles the offset display)
_jawSeries.SetValue(_alligator.Jaw.Value, _alligator.IsHot, ShowColdValues);
_teethSeries.SetValue(_alligator.Teeth.Value, _alligator.IsHot, ShowColdValues);
_lipsSeries.SetValue(_alligator.Lips.Value, _alligator.IsHot, ShowColdValues);
}
}